+202.9%
STT vs VT
+215.5%
-12.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.1% |
| 7D | -2.5% | -2.3% | -0.2% | +0.6% |
| 30D | -5.0% | -5.0% | 0.0% | +1.6% |
| 3M | -10.5% | -4.9% | -5.6% | -4.5% |
| 6M | +10.0% | -1.5% | +11.6% | +11.8% |
| YTD | +30.7% | +8.5% | +22.2% | +16.7% |
| 1Y | +43.8% | +11.4% | +32.4% | +24.0% |
| 3Y | +168.1% | +70.1% | +98.0% | +30.5% |
| 5Y | +101.4% | +53.7% | +47.7% | +14.3% |
| All | +202.9% | +215.5% | -12.6% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling